change/set the account name/nickname in your nxt wallet. this publishes your account to the nxt blockchain. it also costs nxt to do that! you can get 1 free nxt from many nxt faucets. you may also need to include your account's public key in the message field when transferring from the exchange to the wallet. that's how bittrex does it, IIRC. you have to log into your nxt wallet by using your passphrase for your public key to be available to you. i don't remember exactly where it is, but you could scroogle that info or poke around in the wallet to find your pub key. be sure to read any instructions your exchange has as polo could be different from bittrex.